Er, Spain has the "Tercio de Extranjeros", which is referred to as the Spanish Foreign Legion and the Spanish Legion interchangeably, as well as just going by Tercio(s). Its recruitment hasn't been exclusively from people outside of Spain, but it was modeled on the French unit. One of its founding members was Francisco Franco, and the unit served in Northern Africa in the Rif wars. Later, the Legion was one of the most famous units used in the Spanish Civil War, and they were infamous for the atrocities they committed.

Perhaps it wouldn't meet your criteria for being a fully "foreign" legion, but it was built on that model and traditionally accepted foreigners (though there were times in its existence that it did not do so).

What's a foreign legion?